Time your hedge with Deep Reinforcement Learning.
Eric BenhamouDavid SaltielSandrine UngariAbhishek MukhopadhyayPublished in: CoRR (2020)
Keyphrases
- reinforcement learning
- function approximation
- model free
- state space
- maximum entropy
- markov decision processes
- optimal policy
- reinforcement learning algorithms
- dynamic programming
- multi agent reinforcement learning
- belief nets
- policy search
- machine learning
- reinforcement learning methods
- robot control
- function approximators
- control problems
- temporal difference learning
- temporal difference
- multi agent
- decision making
- learning algorithm
- direct policy search
- optimal control
- stochastic approximation
- action space
- monte carlo
- least squares
- genetic algorithm